+9.1%
IR vs RUN
-53.7%
+62.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.6% |
| 7D | +11.6% | +18.5% | -6.9% | +9.3% |
| 30D | +7.2% | +15.5% | -8.3% | +5.1% |
| 3M | -5.9% | -20.3% | +14.4% | -3.8% |
| 6M | +11.5% | -30.8% | +42.3% | +14.6% |
| YTD | +6.3% | -52.2% | +58.6% | +10.2% |
| 1Y | +9.1% | -53.9% | +63.0% | +12.9% |
| All | +9.1% | -53.7% | +62.8% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded RUN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling